+4,407.5%
MU vs CFG
+216.2%
+4,191.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.8% |
| 7D | +12.8% | +3.2% | +9.6% | +11.1% |
| 30D | -14.9% | +5.1% | -20.0% | -16.9% |
| 3M | -18.0% | -11.2% | -6.8% | -13.2% |
| 6M | -3.1% | +9.6% | -12.7% | -8.3% |
| YTD | +172.9% | +15.0% | +157.9% | +151.2% |
| 1Y | +228.8% | +29.9% | +199.0% | +184.5% |
| 3Y | +950.8% | +192.1% | +758.8% | +499.9% |
| 5Y | +931.3% | +62.3% | +869.0% | +668.5% |
| All | +4,407.5% | +216.2% | +4,191.3% | +2,281.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling